for %y vw ew vw5 ew5
for %x dy ep cfp cfop epf cfpf dyf cfopf
table(20,20) alphas_{%x}{%y}

setcell(alphas_{%x}{%y},1,2,"CAPM63")
setcell(alphas_{%x}{%y},1,3,"CCAPM63")
setcell(alphas_{%x}{%y},1,4,"ICAPMnew")
setcell(alphas_{%x}{%y},1,5,"FIVolEW")
setcell(alphas_{%x}{%y},1,6,"CAPM86")
setcell(alphas_{%x}{%y},1,7,"CCAPM86")
setcell(alphas_{%x}{%y},1,8,"ICAPM")
setcell(alphas_{%x}{%y},1,9,"FVIX")
setcell(alphas_{%x}{%y},1,10,"ICAPM3EW")
setcell(alphas_{%x}{%y},1,11,"FVIX")
setcell(alphas_{%x}{%y},1,12,"FIVolEW")

setcell(alphas_{%x}{%y},1,13,"ICAPM3VWW")
setcell(alphas_{%x}{%y},1,14,"FVIX")
setcell(alphas_{%x}{%y},1,15,"FIVolVW")

setcell(alphas_{%x}{%y},1,16,"CAPM90")
setcell(alphas_{%x}{%y},1,17,"ICAPM500")
setcell(alphas_{%x}{%y},1,18,"FVIX500")
setcell(alphas_{%x}{%y},1,19,"ICAPM3-500")
setcell(alphas_{%x}{%y},1,20,"FVIX500")
setcell(alphas_{%x}{%y},1,21,"FIVolEW")

setcell(alphas_{%x}{%y},1,22,"ICAPMnew86")
setcell(alphas_{%x}{%y},1,23,"FIVolEW")
setcell(alphas_{%x}{%y},1,24,"FF3")
setcell(alphas_{%x}{%y},1,25,"Carhart")
setcell(alphas_{%x}{%y},1,26,"FF5")
setcell(alphas_{%x}{%y},1,27,"FF6")

setcell(alphas_{%x}{%y},1,28,"CAPM+PC1")
setcell(alphas_{%x}{%y},1,29,"PC1")
setcell(alphas_{%x}{%y},1,30,"ICAPM3+PC1")
setcell(alphas_{%x}{%y},1,31,"FVIX")
setcell(alphas_{%x}{%y},1,32,"FIVol")
setcell(alphas_{%x}{%y},1,33,"PC1")
setcell(alphas_{%x}{%y},1,34,"IMC beta")
setcell(alphas_{%x}{%y},1,35,"ICAPM")

setcell(alphas_{%x}{%y},1,36,"FUVIX")
setcell(alphas_{%x}{%y},1,37,"ICAPM3EW")
setcell(alphas_{%x}{%y},1,38,"FUVIX")
setcell(alphas_{%x}{%y},1,39,"FIVolEW")
setcell(alphas_{%x}{%y},1,40,"ICAPM")
setcell(alphas_{%x}{%y},1,41,"FDVIX")
setcell(alphas_{%x}{%y},1,42,"ICAPM3EW")
setcell(alphas_{%x}{%y},1,43,"FDVIX")
setcell(alphas_{%x}{%y},1,44,"FIVolEW")

setcell(alphas_{%x}{%y},1,45,"DIVol")
setcell(alphas_{%x}{%y},1,46,"DMIVol")
setcell(alphas_{%x}{%y},1,47,"DVIX")
setcell(alphas_{%x}{%y},1,48,"UVIX")
setcell(alphas_{%x}{%y},1,49,"DIVol joint")
setcell(alphas_{%x}{%y},1,50,"UVIX joint")

setcell(alphas_{%x}{%y},1,51,"ICAPM")
setcell(alphas_{%x}{%y},1,52,"FVIX36")
setcell(alphas_{%x}{%y},1,53,"ICAPM3")
setcell(alphas_{%x}{%y},1,54,"FVIX36")
setcell(alphas_{%x}{%y},1,55,"FIVolEW")

setcell(alphas_{%x}{%y},1,56,"ICAPM90")
setcell(alphas_{%x}{%y},1,57,"FVIX")
setcell(alphas_{%x}{%y},1,58,"ICAPM3-90")
setcell(alphas_{%x}{%y},1,59,"FVIX")
setcell(alphas_{%x}{%y},1,60,"FIVolEW")

setcell(alphas_{%x}{%y},1,61,"ICAPM63")
setcell(alphas_{%x}{%y},1,62,"FVIX63")
setcell(alphas_{%x}{%y},1,63,"ICAPM3-63")
setcell(alphas_{%x}{%y},1,64,"FVIX63")
setcell(alphas_{%x}{%y},1,65,"FIVolEW")

!j=0
for %z vmg{%x}{%y} ivol5{%y} ivolh{%x}{%y} hmlh{%x}{%y} ivol51{%x}{%y} vmg0{%x}{%y} ivolh0{%x}{%y} hmlh0{%x}{%y} ivol50{%x}{%y}
!j=!j+1
setcell(alphas_{%x}{%y},2*!j,1,%z)
setcell(alphas_{%x}{%y},2*!j+1,1,"t-stat")

smpl @all
equation eq{%z}.ls(n) {%z} c mkt
setcell(alphas_{%x}{%y},2*!j,2,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,2,eq{%z}.@tstats(1))
equation eq{%z}.ls(n) {%z} c mkt def(-1)*mkt div(-1)*mkt tb(-1)*mkt term(-1)*mkt
setcell(alphas_{%x}{%y},2*!j,3,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,3,eq{%z}.@tstats(1))
equation eq{%z}.ls(n) {%z} c mkt fivol
setcell(alphas_{%x}{%y},2*!j,4,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,4,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,5,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,5,eq{%z}.@tstats(3))
smpl if fvix5<>na
equation eq{%z}.ls(n) {%z} c mkt
setcell(alphas_{%x}{%y},2*!j,6,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,6,eq{%z}.@tstats(1))
equation eq{%z}.ls(n) {%z} c mkt def(-1)*mkt div(-1)*mkt tb(-1)*mkt term(-1)*mkt
setcell(alphas_{%x}{%y},2*!j,7,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,7,eq{%z}.@tstats(1))
equation eq{%z}.ls(n) {%z} c mkt fvix5
setcell(alphas_{%x}{%y},2*!j,8,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,8,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,9,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,9,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt fvix5 fivol
setcell(alphas_{%x}{%y},2*!j,10,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,10,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,11,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,11,eq{%z}.@tstats(3))
setcell(alphas_{%x}{%y},2*!j,12,eq{%z}.@coefs(4))
setcell(alphas_{%x}{%y},2*!j+1,12,eq{%z}.@tstats(4))

equation eq{%z}.ls(n) {%z} c mkt fvix5 fdmivol11vw
setcell(alphas_{%x}{%y},2*!j,13,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,13,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,14,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,14,eq{%z}.@tstats(3))
setcell(alphas_{%x}{%y},2*!j,15,eq{%z}.@coefs(4))
setcell(alphas_{%x}{%y},2*!j+1,15,eq{%z}.@tstats(4))

smpl if fvix500<>na
equation eq{%z}.ls(n) {%z} c mkt
setcell(alphas_{%x}{%y},2*!j,16,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,16,eq{%z}.@tstats(1))
equation eq{%z}.ls(n) {%z} c mkt fvix500
setcell(alphas_{%x}{%y},2*!j,17,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,17,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,18,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,18,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt fvix500 fivol
setcell(alphas_{%x}{%y},2*!j,19,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,19,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,20,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,20,eq{%z}.@tstats(3))
setcell(alphas_{%x}{%y},2*!j,21,eq{%z}.@coefs(4))
setcell(alphas_{%x}{%y},2*!j+1,21,eq{%z}.@tstats(4))

smpl if fvix5<>na
equation eq{%z}.ls(n) {%z} c mkt fivol
setcell(alphas_{%x}{%y},2*!j,22,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,22,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,23,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,23,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt smb hml
setcell(alphas_{%x}{%y},2*!j,24,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,24,eq{%z}.@tstats(1))
equation eq{%z}.ls(n) {%z} c mkt smb hml mom
setcell(alphas_{%x}{%y},2*!j,25,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,25,eq{%z}.@tstats(1))
equation eq{%z}.ls(n) {%z} c mkt smb hml cma rmw
setcell(alphas_{%x}{%y},2*!j,26,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,26,eq{%z}.@tstats(1))
equation eq{%z}.ls(n) {%z} c mkt smb hml cma rmw mom
setcell(alphas_{%x}{%y},2*!j,27,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,27,eq{%z}.@tstats(1))

equation eq{%z}.ls(n) {%z} c mkt pc1vw5-rf
setcell(alphas_{%x}{%y},2*!j,28,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,28,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,29,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,29,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt fvix5 fivol pc1vw5-rf
setcell(alphas_{%x}{%y},2*!j,30,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,30,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,31,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,31,eq{%z}.@tstats(3))
setcell(alphas_{%x}{%y},2*!j,32,eq{%z}.@coefs(4))
setcell(alphas_{%x}{%y},2*!j+1,32,eq{%z}.@tstats(4))
setcell(alphas_{%x}{%y},2*!j,33,eq{%z}.@coefs(5))
setcell(alphas_{%x}{%y},2*!j+1,33,eq{%z}.@tstats(5))
equation eq{%z}.ls(n) {%z} c mkt imcvw
setcell(alphas_{%x}{%y},2*!j,34,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,34,eq{%z}.@tstats(3))

equation eq{%z}.ls(n) {%z} c mkt -lsuvix
setcell(alphas_{%x}{%y},2*!j,35,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,35,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,36,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,36,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt -lsuvix fivol
setcell(alphas_{%x}{%y},2*!j,37,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,37,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,38,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,38,eq{%z}.@tstats(3))
setcell(alphas_{%x}{%y},2*!j,39,eq{%z}.@coefs(4))
setcell(alphas_{%x}{%y},2*!j+1,39,eq{%z}.@tstats(4))
equation eq{%z}.ls(n) {%z} c mkt -lsdvix
setcell(alphas_{%x}{%y},2*!j,40,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,40,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,41,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,41,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt -lsdvix fivol
setcell(alphas_{%x}{%y},2*!j,42,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,42,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,43,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,43,eq{%z}.@tstats(3))
setcell(alphas_{%x}{%y},2*!j,44,eq{%z}.@coefs(4))
setcell(alphas_{%x}{%y},2*!j+1,44,eq{%z}.@tstats(4))

equation eq{%z}.ls(n) {%z} c mkt divol
setcell(alphas_{%x}{%y},2*!j,45,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,45,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt dmivol*100
setcell(alphas_{%x}{%y},2*!j,46,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,46,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt dvix
setcell(alphas_{%x}{%y},2*!j,47,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,47,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt uvix
setcell(alphas_{%x}{%y},2*!j,48,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,48,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt divol uvix
setcell(alphas_{%x}{%y},2*!j,49,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,49,eq{%z}.@tstats(3))
setcell(alphas_{%x}{%y},2*!j,50,eq{%z}.@coefs(4))
setcell(alphas_{%x}{%y},2*!j+1,50,eq{%z}.@tstats(4))

equation eq{%z}.ls(n) {%z} c mkt fvix36
setcell(alphas_{%x}{%y},2*!j,51,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,51,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,52,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,52,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt fvix36 fivol
setcell(alphas_{%x}{%y},2*!j,53,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,53,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,54,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,54,eq{%z}.@tstats(3))
setcell(alphas_{%x}{%y},2*!j,55,eq{%z}.@coefs(4))
setcell(alphas_{%x}{%y},2*!j+1,55,eq{%z}.@tstats(4))

smpl if @year>1989
equation eq{%z}.ls(n) {%z} c mkt fvix5
setcell(alphas_{%x}{%y},2*!j,56,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,56,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,57,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,57,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt fvix5 fivol
setcell(alphas_{%x}{%y},2*!j,58,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,58,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,59,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,59,eq{%z}.@tstats(3))
setcell(alphas_{%x}{%y},2*!j,60,eq{%z}.@coefs(4))
setcell(alphas_{%x}{%y},2*!j+1,60,eq{%z}.@tstats(4))

smpl @all
equation eq{%z}.ls(n) {%z} c mkt fvix63
setcell(alphas_{%x}{%y},2*!j,61,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,61,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,62,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,62,eq{%z}.@tstats(3))
equation eq{%z}.ls(n) {%z} c mkt fvix63 fivol
setcell(alphas_{%x}{%y},2*!j,63,eq{%z}.@coefs(1))
setcell(alphas_{%x}{%y},2*!j+1,63,eq{%z}.@tstats(1))
setcell(alphas_{%x}{%y},2*!j,64,eq{%z}.@coefs(3))
setcell(alphas_{%x}{%y},2*!j+1,64,eq{%z}.@tstats(3))
setcell(alphas_{%x}{%y},2*!j,65,eq{%z}.@coefs(4))
setcell(alphas_{%x}{%y},2*!j+1,65,eq{%z}.@tstats(4))

delete eq{%z}
next
next
next


